ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
125-05 |
125-11 |
0-06 |
0.1% |
124-22 |
| High |
125-16 |
125-23 |
0-07 |
0.2% |
125-27 |
| Low |
124-24 |
124-30 |
0-06 |
0.2% |
123-23 |
| Close |
125-09 |
125-02 |
-0-07 |
-0.2% |
124-27 |
| Range |
0-24 |
0-25 |
0-01 |
4.2% |
2-04 |
| ATR |
0-31 |
0-30 |
0-00 |
-1.4% |
0-00 |
| Volume |
422,479 |
568,895 |
146,416 |
34.7% |
1,773,190 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
127-03 |
125-16 |
|
| R3 |
126-26 |
126-10 |
125-09 |
|
| R2 |
126-01 |
126-01 |
125-07 |
|
| R1 |
125-17 |
125-17 |
125-04 |
125-12 |
| PP |
125-08 |
125-08 |
125-08 |
125-05 |
| S1 |
124-24 |
124-24 |
125-00 |
124-20 |
| S2 |
124-15 |
124-15 |
124-29 |
|
| S3 |
123-22 |
123-31 |
124-27 |
|
| S4 |
122-29 |
123-06 |
124-20 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
130-04 |
126-00 |
|
| R3 |
129-02 |
128-00 |
125-14 |
|
| R2 |
126-30 |
126-30 |
125-07 |
|
| R1 |
125-28 |
125-28 |
125-01 |
126-13 |
| PP |
124-26 |
124-26 |
124-26 |
125-02 |
| S1 |
123-24 |
123-24 |
124-21 |
124-09 |
| S2 |
122-22 |
122-22 |
124-15 |
|
| S3 |
120-18 |
121-20 |
124-08 |
|
| S4 |
118-14 |
119-16 |
123-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-23 |
123-23 |
2-00 |
1.6% |
0-25 |
0.6% |
67% |
True |
False |
431,089 |
| 10 |
125-27 |
123-17 |
2-10 |
1.8% |
0-31 |
0.8% |
66% |
False |
False |
389,375 |
| 20 |
125-27 |
121-14 |
4-13 |
3.5% |
0-29 |
0.7% |
82% |
False |
False |
337,803 |
| 40 |
125-27 |
117-28 |
7-31 |
6.4% |
0-31 |
0.8% |
90% |
False |
False |
305,241 |
| 60 |
125-27 |
117-28 |
7-31 |
6.4% |
1-02 |
0.9% |
90% |
False |
False |
310,794 |
| 80 |
125-27 |
115-07 |
10-20 |
8.5% |
1-02 |
0.8% |
93% |
False |
False |
252,196 |
| 100 |
125-27 |
115-07 |
10-20 |
8.5% |
1-03 |
0.9% |
93% |
False |
False |
201,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-01 |
|
2.618 |
127-24 |
|
1.618 |
126-31 |
|
1.000 |
126-16 |
|
0.618 |
126-06 |
|
HIGH |
125-23 |
|
0.618 |
125-13 |
|
0.500 |
125-10 |
|
0.382 |
125-08 |
|
LOW |
124-30 |
|
0.618 |
124-15 |
|
1.000 |
124-05 |
|
1.618 |
123-22 |
|
2.618 |
122-29 |
|
4.250 |
121-20 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-10 |
125-08 |
| PP |
125-08 |
125-06 |
| S1 |
125-05 |
125-04 |
|